I've thought about these, and I don't think they're possible (yet). The problems you need to overcome are to do with making sure the sabot and the bullet are inseperable until the sabot can fall away. In a tank gun, long rod penetrators are frequently ribbed, giving the sabot lots of surface to hold on to. I can go into lengths about how i think this wont work in small arms, but let me put it like this: it's easier hammering a nail the tried and tested way than it is holding it by the shaft with pliers and hammering on the pliers to drive it in. 

But say you're a wizard, and you busy yourself with creating exotic combustion weapons otherwise limited by physics, instead of wizardly things such as building your skeleton army. A .44 magnum has a case capacity comparable to a 6.8 SPC (3-5% more), so that minus the volume your bullet-sabot chimera takes up is your available space for powder. Depending on bullet+sabot mass, pressure, and barrel length, you'd end up at 2000, maybe 3000 joules for the bullet+sabot. Then the sabot goes away, so you'd end up with less energy still.

As a halfway solution i've thought about fitting bullets with a breakaway belt. You'd save some sabot mass and volume since you do away with the entire base. But, you still need to hold onto the bullet in a way that's inseparable inside the bore, and loses the sabot consistently once outside.

I’ve thought about having the sabot clip into a ridge in the projector, such as the juncture where the EPR steel tip meets the jacket.

An extreme option would be the grooves used by Elite for their T6 projectiles for the 5.7.